Search Results

Asymptotic Efficiency for Discriminatory Private Value Auctions,
Jeroen Swinkels, from Northwestern University, Center for Mathematical Studies in Economics and Management Science (1996)
Keywords: Auctions, Discriminatory Auction, First Price Auction, Asymmetry, Efficiency, Asymptotic Efficiency, Large Auctions.

Independence for Conditional Probability Systems,
Jeroen Swinkels, from Northwestern University, Center for Mathematical Studies in Economics and Management Science (1993)

Adjustment Dynamics and Rational Play in Games,
Jeroen Swinkels, from Northwestern University, Center for Mathematical Studies in Economics and Management Science (1991)
Keywords: game theory, evolution, learning, adjustment dynamics, dynamics, dynamic stability, strategic stability

Registered author: Jeroen Swinkels

Asymptotic Efficiency for Discriminatory Private Value Auctions,
Jeroen M. Swinkels, in The Review of Economic Studies (1999)

Education Signalling with Preemptive Offers,
Jeroen M. Swinkels, in The Review of Economic Studies (1999)

Efficiency and Information Aggregation in Auctions,
Jeroen Swinkels and Wolfgang Pesendorfer, in American Economic Review (2000)

The moral hazard problem with high stakes,
Hector Chade and Jeroen Swinkels, in Journal of Economic Theory (2020)
Keywords: Moral hazard; First-order approach; Principal-agent problem; Comparative statics; Matching;

Evolutionary stability and lexicographic preferences,
Larry Samuelson and Jeroen Swinkels, in Games and Economic Behavior (2003)

Existence and non-existence in the moral hazard problem,
Sofia Moroni and Jeroen Swinkels, in Journal of Economic Theory (2014)
Keywords: Moral hazard; Principal–agent models; Optimal contract; Existence; Mirrlees non-existence example;

The Loser's Curse and Information Aggregation in Common Value Auctions,
Wolfgang Pesendorfer and Jeroen Swinkels, in Econometrica (1997)

Screening in Vertical Oligopolies,
Hector Chade and Jeroen Swinkels, in Econometrica (2021)

Efficiency of Large Double Auctions,
Martin Cripps and Jeroen Swinkels, in Econometrica (2006)

Order Independence for Iterated Weak Dominance,
Leslie Marx and Jeroen Swinkels, in Games and Economic Behavior (2000)

Order Independence for Iterated Weak Dominance,
Leslie Marx and Jeroen Swinkels, in Games and Economic Behavior (1997)

Information, evolution and utility,
Larry Samuelson and Jeroen Swinkels, from David K. Levine (2010)

Efficiency of Large Double Auctions,
Martin Cripps and Jeroen Swinkels, from David K. Levine (2003)

Evolutionary Stability and Lexographic Preferences,
Larry Samuelson and Jeroen Swinkels, from David K. Levine (2003)

Existence of Equilibrium in Single and Double Private Value Auctions,
Matthew Jackson and Jeroen Swinkels, from California Institute of Technology, Division of the Humanities and Social Sciences (2004)
Keywords: Auctions, Double Auctions, Equilibrium, Existence, Invariance, Private Values

Existence of Equilibrium in Auctions and Discontinuous Bayesian Games: Endogenous and Incentive Compatibility Sharing Rules,
Matthew Jackson and Jeroen Swinkels, from California Institute of Technology, Division of the Humanities and Social Sciences (1999)
Keywords: Bayesian Games, Existence, Equilibrium, Endogenous Sharing, Tie Breaking, Auctions.

Existence of Equilibrium in Single and Double Private Value Auctions,
Matthew Jackson and Jeroen Swinkels, in Econometrica (2005)

Selling information in extensive form games,
Andrés Perea and Jeroen Swinkels, from Universidad Carlos III de Madrid. Departamento de Economía (1999)
Keywords: Extensive form games

Comparing first and second price auctions with asymmetric bidders,
Vlad Mares and Jeroen Swinkels, in International Journal of Game Theory (2014)
Keywords: Asymmetric auctions, Request for proposal, Differentiation, Mechanism design, First price auctions, Second price auctions, Procurement,

Evolutionary staibility and lexicographic preferences,
L. Samuelson and Jeroen Swinkels, from Wisconsin Madison - Social Systems (2001)

Information and the evolution of the utility function,
Larry Samuelson and Jeroen Swinkels, from Wisconsin Madison - Social Systems (2001)
Keywords: utility function

Efficiency and Information Aggregation in Auctions,
Wolfgang Pesendorfer and Jeroen Swinkels, from Northwestern University, Center for Mathematical Studies in Economics and Management Science (1996)

The Loser's Curse and Information Aggregation in Common Value Auctions,
Wolfgang Pesendorfer and Jeroen Swinkels, from Northwestern University, Center for Mathematical Studies in Economics and Management Science (1995)

Order Independence for Iterated Weak Dominance,
Leslie Marx and Jeroen Swinkels, from Northwestern University, Center for Mathematical Studies in Economics and Management Science (1996)

Order Independence for Iterated Weak Dominance,
Leslie Marx and Jeroen Swinkels, from Northwestern University, Center for Mathematical Studies in Economics and Management Science (1993)

On the moral hazard problem without the first-order approach,
Ohad Kadan and Jeroen M. Swinkels, in Journal of Economic Theory (2013)
Keywords: Principal–agent; Moral hazard; First-order approach;

Near-optimality of second price mechanisms in a class of asymmetric auctions,
Vlad Mares and Jeroen M. Swinkels, in Games and Economic Behavior (2011)
Keywords: Asymmetric auctions Mechanism design Second price auctions Procurement Rho-concavity

Normal Form Structures in Extensive Form Games,
George Mailath, Samuelson Larry and Jeroen Swinkels, in Journal of Economic Theory (1994)

Minimum payments and induced effort in moral hazard problems,
Ohad Kadan and Jeroen M. Swinkels, in Games and Economic Behavior (2013)
Keywords: Minimum payments; Moral hazard; Induced effort; Productivity; Incentives;

Moral hazard with bounded payments,
Ian Jewitt, Ohad Kadan and Jeroen Swinkels, in Journal of Economic Theory (2008)
Keywords: Principal-agent models Moral hazard Limited liability Compensation Options Duality

On the analysis of asymmetric first price auctions,
Vlad Mares and Jeroen M. Swinkels, in Journal of Economic Theory (2014)
Keywords: Asymmetric auctions; Request for proposal; Differentiation; Mechanism design; First price auctions; Second price auctions; Procurement; Rho-concavity;

The no-upward-crossing condition, comparative statics, and the moral-hazard problem,
Hector Chade and Jeroen M. Swinkels, in Theoretical Economics (2020)
Keywords: Log-supermodularity, quasi-concavity, moral hazard, first-order approach

EXTENSIVE FORM REASONING IN NORMAL FORM GAMES,
George Mailath, Larry Samuelson and Jeroen Swinkels, from Pennsylvania State - Department of Economics (1990)
Keywords: game theory ; information ; economic equilibrium

EXTENSIVE FORM REASONING IN NORMAL GAMES,
George Mailath, Larry Samuelson and Jeroen Swinkels, from Princeton, Woodrow Wilson School - Discussion Paper (1990)
Keywords: games ; information ; microeconomics ; economics

extensive Form Reasoning in Normal Form Games,
George Mailath, Larry Samuelson and Jeroen Swinkels, from Tilburg - Center for Economic Research (1991)
Keywords: game theory ; economic models

How Proper is Sequential Equilibrium,
George Mailath, Larry Samuelson and Jeroen Swinkels, from ESRC Centre on Economics Learning and Social Evolution
Keywords: Refinements, proper equilibrium, sequential equilibrium, perfect equi-librium, trembles, lexicographic probability systems, indifference.

Extensive Form Reasoning in Normal Form Games,
George Mailath, Larry Samuelson and Jeroen Swinkels, in Econometrica (1993)

How Proper Is Sequential Equilibrium?,
George Mailath, Larry Samuelson and Jeroen Swinkels, in Games and Economic Behavior (1997)

The simple geometry of perfect information games,
Stefano Demichelis, Klaus Ritzberger and Jeroen Swinkels, in International Journal of Game Theory (2004)
Keywords: Extensive form games, Perfect information, Subgame perfection,

The Simple Geometry of Perfect Information Games,
Stefano Demichelis, Klaus Ritzberger and Jeroen Swinkels, from Institute for Advanced Studies (2002)
Keywords: Perfect information, Subgame perfection, Equilibrium correspondence

EXTENSIVE FORM REASONING IN NORMAL FORM GAMES,
George Mailath, Larry Samuelson and Jeroen Swinkels, from Wisconsin Madison - Social Systems (1990)
Keywords: information ; stategies ; economic equilibrium

Normal Form Structures in Extensive Form Games,
George Mailath, Larry Samuelson and Jeroen Swinkels, from Wisconsin Madison - Social Systems (1992)
Keywords: game theory ; information ; economic models

Structural Indifference in Normal Form Games,
George Mailath, Larry Samuelson and Jeroen Swinkels, from Wisconsin Madison - Social Systems (1993)
Keywords: game theory

Existence of Optimal Mechanisms in Principal‐Agent Problems,
Ohad Kadan, Philip Reny and Jeroen M. Swinkels, in Econometrica (2017)

Multidimensional Screening and Menu Design in Health Insurance Markets,
Hector Chade, Victoria Marone, Amanda Starc and Jeroen Swinkels, from National Bureau of Economic Research, Inc (2022)

Disentangling Moral Hazard and Adverse Selection,
Henrique Castro-Pires, Hector Chade and Jeroen Swinkels, in American Economic Review (2024)

Optimal contracts with a risk-taking agent,
Daniel Barron, George Georgiadis and Jeroen M. Swinkels, in Theoretical Economics (2020)
Keywords: Risk-taking, contract theory, gaming

Viscous population equilibria,
Roger Myerson, Gregory B. Pollock and Jeroen Swinkels, in Games and Economic Behavior (1991)

Believing in Multiple Equilibria,
Graciela Chichilnisky, Geoffrey Heal, Peter Streufert and Jeroen Swinkels, from Columbia - Graduate School of Business (1992)
Keywords: economic equilibrium ; economic models

Communication and Equilibrium in Discontinuous Games of Incomplete Information,
Matthew Jackson, Leo Simon, Jeroen Swinkels and William Zame, in Econometrica (2002)

Corrigendum to "Communication and Equilibrium in Discontinuous Games of Incomplete Information",
Matthew Jackson, Leo Simon, Jeroen Swinkels and William Zame, in Econometrica (2004)

George J. Mailath on Hugo F. Sonnenschein,
George Mailath, Larry Samuelson and Jeroen M. Swinkels, from Springer (2008)
Keywords: Nash Equilibrium, Normal Form, Mixed Strategy, Pure Strategy, Extensive Form

Europe Beyond the Euro: Building Protection for Europe's Economies in the Time of Risks, by C. Enoch (Cham: Palgrave Macmillan, 2021, ISBN 9783030771140); xxv+375 pp., €120.00 hb,
Marij Swinkels, in Journal of Common Market Studies (2022)

Treasury Bond Return Data Starting in 1962,
Laurens Swinkels, in Data (2019)
Keywords: bonds; government bonds; interest rate; investment; returns; treasury; yield

Emerging Markets Inflation-Linked Bonds,
Laurens Swinkels, from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam (2012)
Keywords: allocation, bonds, emerging debt, emerging markets, fixed income, inflation

International industry momentum,
Laurens Swinkels, in Journal of Asset Management (2002)
Keywords: industry effects, international investing, momentum strategies, portfolio management

Momentum investing: A survey,
Laurens Swinkels, in Journal of Asset Management (2004)
Keywords: momentum effect, portfolio management, stock return decomposition, transaction costs

Return-based Style Analysis with Time-varying Exposures,
Laurens Swinkels, from Society for Computational Economics (2001)
Keywords: Kalman Filter, Mutual Funds, Style Analysis

Simulating historical inflation-linked bond returns,
Laurens Swinkels, in Journal of Empirical Finance (2018)
Keywords: Asset allocation; Bonds; Fixed income; Inflation-linked bonds; Investing; Simulation;

Trading carbon credit tokens on the blockchain,
Laurens Swinkels, in International Review of Economics & Finance (2024)
Keywords: Blockchain; Carbon credits; Cryptocurrency; Finance; Investing;

Emerging Market Inflation-Linked Bonds,
Laurens Swinkels, in Financial Analysts Journal (2012)

Empirical evidence on the ownership and liquidity of real estate tokens,
Laurens Swinkels, in Financial Innovation (2023)
Keywords: Blockchain, Cryptocurrency, Real estate, Tokenization

Empirical analysis of investment strategies for institutional investors,
Laurens Swinkels, from Tilburg University, School of Economics and Management (2003)

Registered author: Laurens A. P. Swinkels

Food Demand Analysis in a Data Scarce Environment: An Assessment of the Effect of Cheap Rice Imports on the Supply of Local Rice in Bhutan,
Choki Lhamo and Rob Swinkels, from Asian Society of Agricultural Economists (ASAE) (2002)
Keywords: Crop Production/Industries

Participation in European Companies: views from social partners in three Member States,
Ulke Veersma and Sjef Swinkels, in Transfer: European Review of Labour and Research (2005)

Performance evaluation of Polish mutual fund managers,
Laurens Swinkels and Pawel Rzezniczak, in International Journal of Emerging Markets (2009)
Keywords: Emerging markets, Investment funds, Performance levels, Poland

Performance Evaluation of Balanced Pension Plans,
Laura Andreu and Laurens Swinkels, from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam (2009)
Keywords: balanced pension plans, market timing, performance evaluation, stock picking

Create Better Diversified High-Conviction Equity Portfolios using the Portfolio Diversification Index,
Dominiek Crezée and Laurens Swinkels, from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam (2010)
Keywords: diversification, portfolio construction, risk reduction

Fundamental indexation for developed, emerging, and frontier government bond markets,
Vanja Piljak and Laurens Swinkels, in Journal of Asset Management (2017)
Keywords: bond markets, currencies, emerging markets, fixed income, investing

Who owns tobacco stocks?,
David Blitz and Laurens Swinkels, in Journal of Asset Management (2021)
Keywords: Divestment, Environmental, social, and governance (ESG), Exclusion, Socially responsible investing (SRI), Sustainable development goals (SDGs), Sustainable investing, Tobacco

Fundamental indexation: An active value strategy in disguise,
David Blitz and Laurens Swinkels, in Journal of Asset Management (2008)
Keywords: indexation, fundamental indexing, alternative beta, value premium, capitalisation weighting, portfolio construction

Accounting for market risk in microfinance investments,
Lieveke Helwig and Laurens Swinkels, in International Journal of Sustainable Economy (2015)
Keywords: accounting-beta; market-beta; accounting; market risk; microfinance investment; responsible investing; sustainable economy; added value.

Does excluding sin stocks cost performance?,
David Blitz and Laurens Swinkels, in Journal of Sustainable Finance & Investment (2023)

Performance evaluation of balanced pension plans,
Laura Andreu and Laurens Swinkels, in Quantitative Finance (2012)

Frontier and emerging government bond markets,
Vanja Piljak and Laurens Swinkels, in Emerging Markets Review (2017)
Keywords: Bonds; Emerging markets; Frontier markets; Diversification;

Can implied volatility predict returns on the currency carry trade?,
Tom Egbers and Laurens Swinkels, in Journal of Banking & Finance (2015)
Keywords: Currency carry trade; Exchange rates; Implied volatility; Market timing; VIX; VXY;

Empirical evidence on the currency carry trade, 1900–2012,
Nikolay Doskov and Laurens Swinkels, in Journal of International Money and Finance (2015)
Keywords: Currency carry trade; Currency crisis; Foreign exchange; Forward discount;

Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes,
Theo Nijman and Laurens Swinkels, from Tilburg University, Center for Economic Research (2003)
Keywords: capital markets; strategy; allocation; commodities; retirement; savings; asset and liabilities; pension funds; portfolio choice

De gevolgen van de ontwikkelingen in de regelgeving voor de beleggingsmix van pensioenfondsen,
Laurens Swinkels and T.E. Nijman, from Tilburg University, School of Economics and Management (2003)

Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes,
T.E. Nijman and Laurens Swinkels, from Tilburg University, School of Economics and Management (2003)

Strategic planning for poverty reduction in Vietnam: progress and challenges for meeting the localized Millennium Development Goals,
Rob Swinkels and Carrie Turk, from The World Bank (2003)
Keywords: Early Child and Children's Health,Health Monitoring&Evaluation,Poverty Monitoring&Analysis,Public Health Promotion,Health Economics&Finance,Health Economics&Finance,Achieving Shared Growth,Governance Indicators,Poverty Assessment,Health Monitoring&Evaluation

An implementation framework to guide system design in response to FRTB requirements,
Olivier Collard, Charly Bechara and Gilbert Swinkels, in Journal of Financial Transformation (2019)
Keywords: FRTB; system design; multi-core; parallelism

Do Countries or Industries Explain Momentum in Europe?,
Theo Nijman, Laurens Swinkels and Marno Verbeek, from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam (2002)
Keywords: country risk, industry risk, momentum effect, portfolio selection, technology adoption

Why don’t Latvian pension funds diversify more internationally?,
Laurens Swinkels, D. Vejina and R. Vilans, from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam (2005)
Keywords: Emerging Markets, Home Bias, International Investing, Pension Funds

An anatomy of calendar effects,
Laurens Swinkels and Pim van Vliet, in Journal of Asset Management (2012)
Keywords: calendar effects, Halloween indicator, holiday effect, January effect, turn-of-the-month effect, weekend effect